+194.4%
STT vs UDR
+53.3%
+141.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +5.1% | -2.4% | +7.5% | +6.5% |
| 30D | -0.2% | +6.7% | -6.9% | -3.9% |
| 3M | -8.1% | -1.8% | -6.4% | -7.5% |
| 6M | +16.6% | -1.8% | +18.4% | +16.8% |
| YTD | +37.8% | +2.5% | +35.3% | +33.9% |
| 1Y | +46.8% | +7.9% | +38.9% | +38.4% |
| 3Y | +181.2% | +25.1% | +156.1% | +139.9% |
| 5Y | +105.1% | -21.2% | +126.3% | +125.4% |
| All | +194.4% | +53.3% | +141.1% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling